+64.1%
DIA vs MKSI
+84.1%
-20.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | -1.6% | +2.7% | -4.2% | -2.0% |
| 30D | -2.0% | -12.8% | +10.8% | 0.0% |
| 3M | +3.6% | -22.5% | +26.1% | +6.4% |
| 6M | +11.5% | +19.4% | -7.9% | +5.6% |
| YTD | +10.4% | +67.7% | -57.4% | -2.2% |
| 1Y | +15.6% | +131.4% | -115.8% | -4.2% |
| 3Y | +58.9% | +197.3% | -138.5% | +18.3% |
| All | +64.1% | +84.1% | -20.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling